Interestingly, the immediate aftermath of a workout is suppressed immune function. (http://jap.physiology.org/cgi/content/full/82/5/1385 http://jap.physiology.o

Interestingly, the immediate aftermath of a workout is suppressed immune function. (http://jap.physiology.org/cgi/content/full/82/5/1385 http://jap.physiology.org/cgi/content/full/82/5/1385) But it does seem reasonable that someone living the broadly healthy lifestyle of a person who gets a good amount of exercise would also find themselves less susceptible to colds etc...